I was set on anesthesia since college. Then found a pain anesthesiologist while networking with anesthesiologists, and fell in love with pain. Then realized I love msk/pain so much more than anesthesia, and wished I could just go into interventional pain / sports medicine. Then found the gem called PM&R. Now I'm doing PM&R.
To answer your question though, most people do a pain fellowship from anesthesia because you can make similar to anesthesia money (now anes is prob higher than pain from an employment standpoint) but you don't have to take call or do nights. Pain is a 9-5 gig. Also, you're not the #2 guy in the OR anymore. I don't think most people realize until they're actually in the OR that anesthesia is a field for people without egos. You have to cater to douchebag surgeons and a great thing about pain is you get to be the proceduralist in the suite and there's no god complex surgeon running the OR anymore. Also, much easier to be a solo or small group private practice person in pain than anesthesia.
Downsides, as everything has negatives, is that pain patients suck, many pain treatment modalities walk a fine line between scientifically proven and snake oil, and you need to do notes, clinic vists etc and other BS that anesthesiologists get to skip out on.